Credit derivatives : trading, investing and risk management / Chaplin, Geoff.

Quantitative credit portfolio management : practical innovations for measuring and controlling

The art of credit derivatives : demystifying the black swan / Garcia, João.

Structured credit products : credit derivatives and synthetic securitisation / Choudhry, Moorad.

CDS delivery option : better pricing of credit default swaps / Boberski, David.

Credit derivative strategies : new thinking on managing risk and return / Douglas, Rohan.

Credit derivatives pricing models : models, pricing, and implementation / Schonbucher, Philipp J.